Anic Equity¶

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Total return since start: 0.689 %¶

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Equity now: -----------------------------> 51599.68 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48400.62 Kr¶

PnL: ---------------------------------------> -686.95 Kr¶

DD now: ---------------------------------> -0.664 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 13:44:26.495835'

Anic Portfolio¶

Today¶

Return: -0.576 %¶

This Week¶

Return: 8.569 %¶

Total¶

Return: 68.924 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.160000 3385.800000 205.800000 6.470000 3180.000006
HMS Networks 2 -1.990000 766.400000 93.400000 13.880000 673.000000
Nordea Bank Abp 29 -0.280000 3525.240000 71.240000 2.060000 3453.999992
Fasadgruppen Group 38 2.400000 4210.400000 69.400000 1.680000 4140.999992
HEBA B 70 -0.770000 2702.000000 66.000000 2.500000 2636.000010
SAAB B 8 -0.210000 3420.000000 43.000000 1.270000 3377.000000
Swedbank A 3 2.540000 606.000000 42.000000 7.450000 564.000000
MedCap 2 0.000000 463.000000 42.000000 9.980000 421.000000
AcadeMedia 12 0.040000 594.720000 37.720000 6.770000 557.000004
Resurs Holding 22 0.400000 611.380000 37.380000 6.510000 573.999998
Samhällsbyggnadsbo. i Norden B 20 0.160000 383.700000 28.700000 8.080000 355.000000
Norva24 Group 16 0.860000 560.000000 17.000000 3.130000 543.000000
Intrum 4 0.700000 543.200000 16.200000 3.070000 527.000000
OEM International B 7 -1.660000 539.700000 11.700000 2.220000 527.999997
Eastnine 4 -0.480000 501.600000 10.600000 2.160000 491.000000
Karnov Group 9 0.330000 545.400000 9.400000 1.750000 536.000004
Creaspac SPAC 6 0.000000 580.200000 3.200000 0.550000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.680000 248.400000 2.400000 0.980000 246.000000
Securitas B 6 -1.430000 570.840000 0.840000 0.150000 570.000000
Corem Property Group B 59 -0.760000 577.020000 0.020000 0.000000 576.999999
Handelsbanken A 5 0.510000 546.000000 0.000000 0.000000 546.000000
Coor Service Management Hold. 8 -0.230000 530.000000 -2.000000 -0.380000 532.000000
Fastighetsbolag. Emilshus Pref 21 -3.280000 557.550000 -4.450000 -0.790000 562.000005
Midsona B 63 -3.280000 575.820000 -7.180000 -1.230000 582.999984
Boozt 12 -0.440000 1638.000000 -16.000000 -0.970000 1653.999996
Sampo Oyj SDB 7 -0.180000 3825.500000 -24.500000 -0.640000 3850.000000
Essity B 2 -1.200000 543.400000 -30.600000 -5.330000 574.000000
CTEK 13 -1.620000 498.290000 -35.710000 -6.690000 533.999999
International Petroleum Corp. 5 -3.330000 551.500000 -43.070000 -7.240000 594.565215
Essity A 4 -1.440000 1092.000000 -57.000000 -4.960000 1149.000000
Vivesto 1368 -2.070000 555.960000 -57.040000 -9.310000 612.999432
Beijer Electronics Group 27 -1.950000 2980.800000 -103.200000 -3.350000 3083.999994
OX2 22 -0.430000 1774.300000 -214.700000 -10.790000 1989.000002
Axfood 15 -0.220000 4036.500000 -263.500000 -6.130000 4300.000005
Ovzon 64 -2.780000 3360.000000 -636.000000 -15.920000 3996.000000
TOTAL 48400.620000 -686.950000 -0.66359% 49087.564636

Updated:¶

'2023-01-31 13:44:40.562463'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶